+124.3%
COF vs LBRT
+27.1%
+97.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.9% | -6.5% | -3.3% |
| 7D | +1.2% | +6.9% | -5.7% | -0.1% |
| 30D | -1.4% | +7.8% | -9.2% | -3.0% |
| 3M | +19.0% | -25.3% | +44.3% | +24.5% |
| 6M | +14.9% | -19.6% | +34.4% | +16.4% |
| YTD | -10.7% | +17.2% | -27.8% | -18.6% |
| 1Y | -1.3% | +114.1% | -115.4% | -26.3% |
| 3Y | +124.3% | +27.0% | +97.3% | +87.9% |
| All | +124.3% | +27.1% | +97.2% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LBRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling